Related papers: On the Solution of the Nonsymmetric T-Riccati Equa…
In this paper, we have applied a three-dimensional approach for calculation of the relativistic nucleon-nucleon potential. The quadratic operator relation between the non-relativistic and the relativistic nucleon-nucleon interactions is…
We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…
We introduce a direct numerical treatment of nonlinear higher-index differential-algebraic equations by means of overdetermined polynomial least-squares collocation. The procedure is not much more computationally expensive than standard…
This paper is concerned with the following fractional Schr\"{o}dinger equations involving critical exponents: \begin{eqnarray*} (-\Delta)^{\alpha}u+V(x)u=k(x)f(u)+\lambda|u|^{2_{\alpha}^{*}-2}u\quad\quad \mbox{in}\ \mathbb{R}^{N},…
This paper considers robust solutions to a class of nonlinear least squares problems using min-max optimization approach. We give an explicit formula for the value function of the inner maximization problem and show the existence of global…
Any second order homogeneous linear ordinary differential equation can be transformed into a first order non-linear Riccati equation. We argue that the Riccati form of the linearized fluctuation equations that determine the holographic…
In this article, we establish radial symmetry for positive weak solutions of a class of mixed local-nonlocal equations with possibly singular nonlinearity via the moving plane method. Furthermore, we provide a quantitative version of…
This paper is concerned with the closed-loop solvability of one kind of linear-quadratic Stackelberg stochastic differential game, where the coefficients are deterministic. The notion of the closed-loop solvability is introduced, which…
The Symmetric Tensor Approximation problem (STA) consists of approximating a symmetric tensor or a homogeneous polynomial by a linear combination of symmetric rank-1 tensors or powers of linear forms of low symmetric rank. We present two…
We generalize the Donsker-Varadhan minimax formula for the principal eigenvalue of a uniformly elliptic operator in nondivergence form to the first principal half-eigenvalue of a fully nonlinear operator which is concave (or convex) and…
We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…
The main purpose of this paper is to investigate the exact solutions of cylindrically symmetric spacetime in the context of $f(R,T)$ gravity [1], where $f(R,T)$ is an arbitrary function of Ricci scalar $R$ and trace of the energy momentum…
The complex WKB-Maslov method is used to consider an approach to the semiclassical integrability of the multidimensional Gross-Pitaevskii equation with an external field and nonlocal nonlinearity previously developed by the authors.…
This paper describes solution methods for linear discrete ill-posed problems defined by third order tensors and the t-product formalism introduced in [M. E. Kilmer and C. D. Martin, Factorization strategies for third order tensors, Linear…
A comprehensive algebro-geometric integration of the two component Nonlinear Vector Schr\"odinger equation (Manakov system) is developed. The allied spectral variety is a trigonal Riemann surface, which is described explicitly and the…
For several combinatorial optimization problems over random structures, the theory of local weak convergence from probability and the cavity method from statistical physics can be used to deduce a recursive equation for the distribution of…
The Riccati equation method is used to establish new oscillation criteria for extended linear matrix Hamiltonian systems. This method allows to obtain results in in a new direction, which is to break the positive definiteness condition,…
This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…
This paper discusses the discrete-time mean-field stochastic linear quadratic optimal control problems, whose weighting matrices in the cost functional are not assumed to be definite. The open-loop solvability is characterized by the…
The Riccati equation method is used to establish an oscillatory and a non oscillatory criteria for nonhomogeneous linear systems of two first-order ordinary differential equations. It is shown that the obtained oscillatory criterion is a…